Anic Equity¶

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Total return since start: 0.547 %¶

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Equity now: -----------------------------> 47267.51 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45872.53 Kr¶

PnL: ---------------------------------------> -1016.04 Kr¶

DD now: ---------------------------------> -2.802 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 12:42:41.688000'

Anic Portfolio¶

Today¶

Return: -0.352 %¶

This Week¶

Return: -1.347 %¶

Total¶

Return: 54.742 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.500000 2775.500000 139.500000 5.290000 2636.000010
HMS Networks 2 15.620000 799.600000 126.600000 18.810000 673.000000
FM Mattsson Mora Group B 50 1.000000 3040.000000 113.000000 3.860000 2927.000000
SAAB B 8 0.820000 3436.000000 59.000000 1.750000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.050000 391.800000 36.800000 10.370000 355.000000
Intrum 4 5.730000 560.600000 33.600000 6.380000 527.000000
Corem Property Group B 59 -2.100000 604.160000 27.160000 4.710000 576.999999
Boozt 12 0.500000 1676.400000 22.400000 1.350000 1653.999996
AcadeMedia 12 -1.350000 577.680000 20.680000 3.710000 557.000004
Resurs Holding 22 -2.010000 589.820000 15.820000 2.760000 573.999998
Eastnine 4 0.800000 506.400000 15.400000 3.140000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Swedbank A 3 -0.830000 574.950000 10.950000 1.940000 564.000000
OEM International B 7 -0.260000 536.200000 8.200000 1.550000 527.999997
Securitas B 6 -0.370000 576.600000 6.600000 1.160000 570.000000
Coor Service Management Hold. 8 0.070000 535.600000 3.600000 0.680000 532.000000
Norva24 Group 16 0.060000 546.560000 3.560000 0.660000 543.000000
Karnov Group 9 -0.670000 537.300000 1.300000 0.240000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.480000 246.480000 0.480000 0.200000 246.000000
Creaspac SPAC 6 -0.100000 576.600000 -0.400000 -0.070000 577.000002
Handelsbanken A 5 -0.790000 535.500000 -10.500000 -1.920000 546.000000
Nordea Bank Abp 29 -0.740000 3443.460000 -10.540000 -0.310000 3453.999992
CTEK 13 -1.550000 520.910000 -13.090000 -2.450000 533.999999
Midsona B 63 1.010000 567.000000 -16.000000 -2.740000 582.999984
Essity B 2 -3.220000 541.200000 -32.800000 -5.710000 574.000000
International Petroleum Corp. 5 -0.720000 548.500000 -46.070000 -7.750000 594.565215
Beijer Electronics Group 26 -7.120000 2917.200000 -53.800000 -1.810000 2971.000006
Vivesto 1368 2.150000 545.010000 -67.990000 -11.090000 612.999432
Essity A 4 -3.400000 1080.000000 -69.000000 -6.010000 1149.000000
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 0.770000 3661.000000 -150.000000 -3.940000 3810.999990
OX2 18 0.580000 1411.200000 -252.800000 -15.190000 1663.999992
Axfood 13 -3.200000 3461.900000 -294.100000 -7.830000 3756.000001
Ovzon 52 -0.560000 2745.600000 -616.400000 -18.330000 3361.999992
TOTAL 45872.530000 -1016.040000 -2.80153% 46888.564618

Updated:¶

'2023-01-26 12:42:54.521499'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶